And double clicking your label produces nothing in the console so straight away I can see that the double click action isn't firing. Find out why that is and you will have your solution.

However putting this Engine.openWebsite("http://www.rbemis.com/orange/index.html"); right at the start of your script causes a web browser to be opened when I press compile. This tells me that the Engine.openWebsite() function is not that cause of the issue.

So I have done further tests and I am having the same result as you. The mouse callback is not being triggered when click or double clicking the panel.

My next step was to look at the code Christoph posted and compare it to yours. And yours is pretty much exactly the same so something strange it happening. And the result is after a lot of tests I worked out that something weird is happening when copying from Christoph's code into HISE. If you delete this line LinkPanel.set("allowCallbacks", "Clicks Only"); and type it back in manually, exactly the same, it will work. Very strange.